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    Sharpe Ratio not showing all results?

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    • T
      TigerAndy last edited by

      When we add the following Sharpe Ratio analyzer

              cerebro.addanalyzer(SharpeRatio, timeframe=bt.TimeFrame.Months)
      

      It only shows one single value. Why it doesn't show Sharpe ratio for each month? Can you please help?

      • sharperatio:
        ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
        - Params:
        - timeframe: 7
        - compression: 1
        - riskfreerate: 0.01
        - factor: None
        - convertrate: True
        - annualize: False
        - stddev_sample: False
        - daysfactor: None
        - legacyannual: False
        - fund: None
        ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
        - Analysis:
        - sharperatio: -0.0022
      run-out 1 Reply Last reply Reply Quote 0
      • run-out
        run-out @TigerAndy last edited by

        @tigerandy I believe timeframe is showing the period of the Sharpe Ratio calcalation. e.g. annually, monthly, daily. Not ratios for each time period.

        T 1 Reply Last reply Reply Quote 1
        • T
          TigerAndy @run-out last edited by

          @run-out Thank you!

          1 Reply Last reply Reply Quote 0
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